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Re: st: Latent class estimation
Eva,
Another program that can be used for just about any latent variable
modeling question whether continuous or categorical, even multilevel,
is Mplus, now at version 5.
-Dave
On Dec 5, 2007, at 7:01 AM, Dimitris Pavlopoulos wrote:
Dear Eva,
I have not explored the potential of STATA in latent class models,
but I would suggest you to do your analysis in Latent Gold instead.
This is a program especially made for such analysis. And yes, you
need to use the EM algorithm and in particular its modified version
(Baum Weltch algorithm or something like that). This is implemented
in Latent Gold.
best,
Dimitris
Quoting Eva Poen <[email protected]>:
Dear all,
I am interested in running a latent class regression model. I need to
estimate the class-specific regression models for the outcome
variable
y (with covariates x) and the coefficients for the class prediction
equation (with covariates z). Before I can embark on such a project
in
Stata, I need to do some more reading though. The standard
econometrics textbooks are silent on the matter of latent classes,
and
it is unclear to me how the likelihood function is constructed. If
someone could recommend a good book/article detailing this method,
that would be great.
My specific questions are:
- Do I need to use the EM algorithm, or can I use standard maximum
likelihood?
- Can a latent class model accommodate cross-sectional time series
data?
- Can the sets of covariates x and z be overlapping?
- Can x contain lagged values of y? Do I need to use instruments
for those?
- Can I have clustered data within the latent classes? (standard
errors adjusted for clustering, as in standard Stata regression
commands -cluster(...)- )
I'd be very grateful for any hints.
Thanks a lot,
Eva
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David C. Airey, Ph.D.
Pharmacology Research Assistant Professor
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